February 15, 2018
8 hours on 2 days (15/02 - 16/02)
Louvain-la-Neuve
ISBA - C115 (Seminar Room Bernoulli) and C045 (Salle Gauss)
Statistics and optimisation by Professor Sylvain Sardy, Universit茅 de Gen猫ve
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Dates 听
15/02/2018 and 16/02/2018 at ISBA, UCL, Louvain-la-Neuve
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Registration
Please register on-line : Registration Form
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Course Title and Content
Statistics and optimisation (Computational aspects of regularisation methods for high-dimensional data problems)
Hour 1: Motivation for doing optimization in Statistics with numerous examples
Hour 2: Formalization of the optimization problem, optimiality conditions, existence and uniqueness theorems
Hour 3:听 Univariate optimization and general iterative algorithms formultivariate optimisation (Steepest descent, Newton, relaxation)
Hour 4-5: Convex sets and functions, sub gradient, KKT conditions
Hours 6-8: Solving optimization problems of estimators including ridge regression, waveshrink, basis pursuit, robust waveshrink, compressed sensing, total variation smoothing, segmentation and density estimation (fused lasso) and more.
Hour 2: Formalization of the optimization problem, optimiality conditions, existence and uniqueness theorems
Hour 3:听 Univariate optimization and general iterative algorithms formultivariate optimisation (Steepest descent, Newton, relaxation)
Hour 4-5: Convex sets and functions, sub gradient, KKT conditions
Hours 6-8: Solving optimization problems of estimators including ridge regression, waveshrink, basis pursuit, robust waveshrink, compressed sensing, total variation smoothing, segmentation and density estimation (fused lasso) and more.
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Venue and schedule
Thursday 15/02/2018
9h30 - 12h30 : C 115
14h00 - 16h00 : C115
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9h30 - 12h30 : C 115
14h00 - 16h00 : C115
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Friday 16/02/2018
9h00 - 12h00 : C045
9h00 - 12h00 : C045
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